+50.3%
XLE vs CARR
-9.9%
+60.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.7% |
| 7D | +0.5% | -4.1% | +4.6% | +0.2% |
| 30D | +6.6% | -11.0% | +17.5% | +5.8% |
| 3M | +12.3% | -16.4% | +28.6% | +11.3% |
| 6M | +18.4% | -2.4% | +20.8% | +17.3% |
| YTD | +47.2% | +8.4% | +38.8% | +43.6% |
| 1Y | +50.3% | -8.0% | +58.3% | +45.7% |
| All | +50.3% | -9.9% | +60.2% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CARR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling